#!/usr/bin/env python2
# -*- coding: utf-8 -*-
import traceback
import time
import hbClient as hbc
from liveApi.liveUtils import *
from liveApi import liveLogger
logger = liveLogger.getLiveLogger("strategy")
broker = hbc.hbTradeClient()
client = broker.getClient()
OrderBuy = 0
OrderBuyed = 1
OrderSelled = 2
OrderCancel = 3
def timestamp():
return int(time.time())
def showOrders(coin):
order = coin['execOrder']
symbol = coin['symbol']
logger.info("------symbol:%s-%d------" % (symbol, timestamp()))
logger.info('Order: %s' % order)
from pyalgotrade import strategy
from pyalgotrade import broker
from pyalgotrade.bar import Frequency
from pyalgotrade.technical import ma
from pyalgotrade.technical import cross
#from pyalgotrade import plotter
from pyalgotrade.stratanalyzer import returns
from liveApi.livebarfeed import LiveFeed
from liveApi.livebroker import LiveBroker
from liveApi import liveLogger
from hbClient import hbTradeClient as hbClient
from hbClient import hbCoinType
logger = liveLogger.getLiveLogger("MyStrategy")
COIN_TYPE = hbCoinType('ltc', 'usdt')
K_PERIOD = 60
REQ_DELAY = 0
#COIN_TYPE='ltc'
class MyStrategy(strategy.BaseStrategy):
def __init__(self, feed, instrument, brk):
super(MyStrategy, self).__init__(feed, brk)
self.__position = None
self.__instrument = instrument
# We'll use adjusted close values instead of regular close values.
self.__prices = feed[instrument].getPriceDataSeries()
self.__sma = {}
from liveApi.TradeClientBase import *
from liveApi.liveUtils import *
from pyalgotrade.utils import dt
from liveApi import liveLogger
from hbsdk import ApiClient, ApiError
from ApiKey import API_KEY
from ApiKey import API_SECRET
logger = liveLogger.getLiveLogger("hbClient")
def Str2float(func):
def waper(*args, **kwargs):
return float(func(*args, **kwargs))
return waper
class hbOrderType():
BuyLimit = 'buy-limit'
BuyMarket = 'buy-market'
SellLimit = 'sell-limit'
SellMarket = 'sell-market'
class hbOrderState():
OrderFilled = 'filled'
OrderCanceled = 'canceled'
OrderSubmited = 'submitted'